Dynamics Linkages among Money, Output, Interest Rate and Price: The Case in Malaysia

This paper aims to examine the factors of monetary policy transmission that affecting output and inflation variability in Malaysia. By using quarterly data from 1980 to 2008, the results suggest that money is a lead output indicator and is also essential to curb inflation and maintain high growth...

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Main Authors: Ooi, Ai-Yee, Brahmana, Rayenda Khresna
Format: Article
Language:English
Published: Canadian Center of Science and Education 2011
Subjects:
Online Access:http://ir.unimas.my/id/eprint/9953/
http://ir.unimas.my/id/eprint/9953/1/Dynamics%20linkages%20among%20Money%2C%20Output%2C%20Interest%20Rate%20%28abstract%29.pdf
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author Ooi, Ai-Yee
Brahmana, Rayenda Khresna
author_facet Ooi, Ai-Yee
Brahmana, Rayenda Khresna
author_sort Ooi, Ai-Yee
building UNIMAS Institutional Repository
collection Online Access
description This paper aims to examine the factors of monetary policy transmission that affecting output and inflation variability in Malaysia. By using quarterly data from 1980 to 2008, the results suggest that money is a lead output indicator and is also essential to curb inflation and maintain high growth rate in GDP. Interest rate is found as another important intermediate target in the monetary policy transmission mechanism in affecting output variability. The absence of causality from real GDP to price suggests that the excess of aggregates demand generated by increase in real GDP is absorbed by growth in aggregate supply.
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format Article
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institution Universiti Malaysia Sarawak
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language English
last_indexed 2025-11-15T06:27:26Z
publishDate 2011
publisher Canadian Center of Science and Education
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spelling unimas-99532015-12-07T07:02:55Z http://ir.unimas.my/id/eprint/9953/ Dynamics Linkages among Money, Output, Interest Rate and Price: The Case in Malaysia Ooi, Ai-Yee Brahmana, Rayenda Khresna HB Economic Theory This paper aims to examine the factors of monetary policy transmission that affecting output and inflation variability in Malaysia. By using quarterly data from 1980 to 2008, the results suggest that money is a lead output indicator and is also essential to curb inflation and maintain high growth rate in GDP. Interest rate is found as another important intermediate target in the monetary policy transmission mechanism in affecting output variability. The absence of causality from real GDP to price suggests that the excess of aggregates demand generated by increase in real GDP is absorbed by growth in aggregate supply. Canadian Center of Science and Education 2011 Article NonPeerReviewed text en http://ir.unimas.my/id/eprint/9953/1/Dynamics%20linkages%20among%20Money%2C%20Output%2C%20Interest%20Rate%20%28abstract%29.pdf Ooi, Ai-Yee and Brahmana, Rayenda Khresna (2011) Dynamics Linkages among Money, Output, Interest Rate and Price: The Case in Malaysia. International Business Research, 4 (1). ISSN 1913-9012 http://www.researchgate.net/publication/49595069 DOI: 10.5539/ibr.v4n1p145
spellingShingle HB Economic Theory
Ooi, Ai-Yee
Brahmana, Rayenda Khresna
Dynamics Linkages among Money, Output, Interest Rate and Price: The Case in Malaysia
title Dynamics Linkages among Money, Output, Interest Rate and Price: The Case in Malaysia
title_full Dynamics Linkages among Money, Output, Interest Rate and Price: The Case in Malaysia
title_fullStr Dynamics Linkages among Money, Output, Interest Rate and Price: The Case in Malaysia
title_full_unstemmed Dynamics Linkages among Money, Output, Interest Rate and Price: The Case in Malaysia
title_short Dynamics Linkages among Money, Output, Interest Rate and Price: The Case in Malaysia
title_sort dynamics linkages among money, output, interest rate and price: the case in malaysia
topic HB Economic Theory
url http://ir.unimas.my/id/eprint/9953/
http://ir.unimas.my/id/eprint/9953/
http://ir.unimas.my/id/eprint/9953/
http://ir.unimas.my/id/eprint/9953/1/Dynamics%20linkages%20among%20Money%2C%20Output%2C%20Interest%20Rate%20%28abstract%29.pdf